-51.4%
CLF vs BAX
-63.7%
+12.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.5% |
| 7D | -19.6% | +12.1% | -31.7% | -22.7% |
| 30D | -5.0% | +7.6% | -12.6% | -7.9% |
| 3M | -6.3% | -4.5% | -1.8% | -5.5% |
| 6M | +2.8% | +52.0% | -49.2% | -13.9% |
| YTD | -13.7% | +35.1% | -48.8% | -24.7% |
| 1Y | +13.6% | +43.7% | -30.1% | -3.3% |
| 3Y | -34.0% | -20.9% | -13.1% | -33.4% |
| All | -51.4% | -63.7% | +12.3% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BAX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling